An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (Q2944730)
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scientific article; zbMATH DE number 6479211
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| English | An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process |
scientific article; zbMATH DE number 6479211 |
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An estimate of the rate of convergence of a sequence of additive functionals of difference approximations for a multidimensional diffusion process (English)
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8 September 2015
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additive functionals
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difference approximations
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multidimensional diffusion process
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convergence rate
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Markov approximation
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local time
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0.8326802849769592
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0.8027999997138977
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0.7980852723121643
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